大盤在外資持續性的進場以及政府強力作多之下指數再創下近七年新高,以結構來看仍然是以IC設計族群以及傳產類股表現最為強勢,而券商亦積極的發行權證。
而近期新發行尚未掛牌權證為下列數檔:
名稱看盤 |
標的股 |
發行日期 |
發行價格 |
發行波動率 |
原始履約價 |
存續期間 |
執行比例 |
價內外程度% |
永豐H6 |
厚生 |
2007/5/31 |
0.209 |
59.94% |
35.77 |
7M |
0.10 |
50 OTM |
信證R7 |
茂德 |
2007/6/12 |
1.195 |
55.00% |
19.42 |
6M |
1.00 |
50 OTM |
統一T1 |
順達 |
2007/7/3 |
0.64 |
43.10% |
125.25 |
6M |
0.10 |
50 OTM |
日盛R4 |
合晶 |
2007/7/6 |
2.946 |
87.60% |
259.50 |
6M |
0.10 |
50 OTM |
日盛R5 |
同亨 |
2007/7/6 |
1.562 |
66.35% |
84.00 |
7M |
0.20 |
50 OTM |
亞東77 |
創見 |
2007/7/10 |
2.655 |
71.85% |
235.50 |
6M |
0.20 |
50 OTM |
亞東78 |
正新 |
2007/7/10 |
1.800 |
66.71% |
75.60 |
6M |
0.50 |
50 OTM |
信證S5 |
工信 |
2007/7/11 |
0.747 |
74.15% |
36.82 |
6M |
0.20 |
50 OTM |
信證S6 |
伍豐 |
2007/7/11 |
1.633 |
88.78% |
1425.00 |
6M |
0.01 |
50 OTM |
永豐BB |
華南金 |
2007/7/12 |
0.577 |
43.01% |
35.40 |
7M |
0.50 |
50 OTM |
統一G7 |
乾坤 |
2007/7/18 |
0.662 |
50.00% |
103.80 |
6M |
0.10 |
50 OTM |
寶來K4 |
智邦 |
2007/7/18 |
1.593 |
77.49% |
31.65 |
6M |
0.50 |
50 OTM |
寶來K5 |
佳能 |
2007/7/18 |
1.194 |
61.83% |
84.30 |
6M |
0.20 |
50 OTM |
寶來K6 |
微星 |
2007/7/18 |
0.587 |
62.43% |
40.80 |
6M |
0.20 |
50 OTM |
寶來K7 |
京元電 |
2007/7/18 |
0.458 |
57.03% |
42.22 |
6M |
0.20 |
50 OTM |
寶來K8 |
台肥 |
2007/7/18 |
1.234 |
56.82% |
113.70 |
8M |
0.10 |
50 OTM |
寶來K9 |
盛群 |
2007/7/18 |
1.453 |
59.31% |
115.35 |
8M |
0.10 |
50 OTM |
寶來L1 |
技嘉 |
2007/7/18 |
0.199 |
49.73% |
41.10 |
6M |
0.10 |
50 OTM |
永豐BK |
台塑 |
2007/7/18 |
1.732 |
39.90% |
126.75 |
7M |
0.50 |
50 OTM |
永豐BL |
建大 |
2007/7/18 |
1.473 |
56.02% |
51.90 |
7M |
0.50 |
50 OTM |
永豐BC |
遠百 |
2007/7/12 |
1.125 |
57.86% |
41.40 |
7M |
0.50 |
50 OTM |
永豐BM |
金寶 |
2007/7/18 |
0.677 |
45.00% |
22.05 |
7M |
1.00 |
50 OTM |
永豐BN |
國產 |
2007/7/18 |
0.906 |
58.94% |
32.10 |
7M |
0.50 |
50 OTM |
永豐BP |
第一金 |
2007/7/18 |
0.995 |
39.52% |
37.27 |
7M |
1.00 |
50 OTM |
永豐BQ |
大聯大 |
2007/7/18 |
1.095 |
59.81% |
44.17 |
6M |
0.50 |
50 OTM |
中信DG |
復華金 |
2007/7/18 |
2.288 |
70.13% |
34.80 |
8M |
0.50 |
50 OTM |
中信DH |
華新 |
2007/7/18 |
0.358 |
46.51% |
27.60 |
6M |
0.20 |
50 OTM |
中信DI |
遠東銀 |
2007/7/18 |
1.094 |
55.65% |
27.97 |
6M |
0.50 |
50 OTM |
中信DJ |
臺企銀 |
2007/7/18 |
0.596 |
49.56% |
16.72 |
6M |
0.50 |
50 OTM |
新壽51 |
台化 |
2007/7/18 |
0.940 |
59.00% |
116.55 |
6M |
0.10 |
50 OTM |
國泰04 |
南電 |
2007/7/18 |
1.820 |
56.31% |
327.00 |
6M |
0.10 |
50 OTM |
永豐BD |
華晶科 |
2007/7/12 |
0.617 |
58.04% |
112.80 |
7M |
0.10 |
50 OTM |
復華77 |
奇美電 |
2007/7/18 |
2.160 |
40.00% |
58.57 |
6M |
1.00 |
50 OTM |
台証V5 |
崇越電 |
2007/7/18 |
3.162 |
78.80% |
306.75 |
6M |
0.10 |
50 OTM |
台証V6 |
東貿 |
2007/7/18 |
2.466 |
72.32% |
118.05 |
6M |
0.20 |
50 OTM |
台証V7 |
福華 |
2007/7/18 |
1.471 |
72.68% |
69.97 |
6M |
0.20 |
50 OTM |
富邦Q3 |
原相 |
2007/7/18 |
0.820 |
70.00% |
678.00 |
9M |
0.01 |
50 OTM |
富邦Q4 |
威剛 |
2007/7/18 |
2.050 |
60.00% |
208.50 |
9M |
0.10 |
50 OTM |
元富T2 |
原相 |
2007/7/18 |
0.706 |
70.63% |
678.00 |
7M |
0.01 |
50 OTM |
元富T3 |
中美晶 |
2007/7/18 |
0.457 |
89.91% |
363.75 |
6M |
0.01 |
50 OTM |
元富T4 |
威剛 |
2007/7/18 |
1.533 |
60.14% |
208.50 |
6M |
0.10 |
50 OTM |
元富T5 |
群聯 |
2007/7/18 |
0.786 |
70.44% |
786.00 |
7M |
0.01 |
50 OTM |
永豐BE |
建興電 |
2007/7/12 |
0.527 |
53.83% |
56.55 |
7M |
0.20 |
50 OTM |
富邦J6 |
創見 |
2007/7/12 |
1.750 |
53.50% |
231.00 |
8M |
0.10 |
50 OTM |
富邦J7 |
正文 |
2007/7/12 |
2.130 |
57.50% |
126.15 |
8M |
0.20 |
50 OTM |
富邦J8 |
揚智 |
2007/7/12 |
1.340 |
42.00% |
148.95 |
8M |
0.10 |
50 OTM |
新壽49 |
義隆電 |
2007/7/12 |
0.990 |
69.85% |
99.00 |
6M |
0.10 |
50 OTM |
亞東79 |
合勤 |
2007/7/12 |
2.377 |
68.85% |
92.85 |
6M |
0.50 |
50 OTM |
亞東80 |
緯創 |
2007/7/12 |
2.775 |
59.15% |
95.25 |
9M |
0.50 |
50 OTM |
永昌42 |
聯詠 |
2007/7/12 |
1.983 |
52.00% |
227.50 |
6M |
0.10 |
30 OTM |
永昌43 |
欣興 |
2007/7/12 |
1.056 |
48.00% |
67.21 |
6M |
0.20 |
30 OTM |
群益T8 |
威剛 |
2007/7/12 |
1.363 |
52.04% |
209.25 |
6M |
0.10 |
50 OTM |
群益T9 |
合晶 |
2007/7/12 |
2.827 |
65.10% |
315.75 |
6M |
0.10 |
50 OTM |
群益U1 |
類比科 |
2007/7/12 |
0.477 |
70.67% |
477.00 |
6M |
0.01 |
50 OTM |
群益U2 |
威力盟 |
2007/7/12 |
0.926 |
54.89% |
152.25 |
6M |
0.10 |
50 OTM |
群益U3 |
仕欽 |
2007/7/12 |
0.537 |
66.45% |
32.70 |
6M |
0.20 |
50 OTM |
永豐BF |
聯強 |
2007/7/13 |
0.995 |
60.03% |
84.90 |
7M |
0.20 |
50 OTM |
永豐BG |
群光 |
2007/7/13 |
0.557 |
55.61% |
111.45 |
7M |
0.10 |
50 OTM |
永豐BH |
聯發科 |
2007/7/13 |
0.428 |
55.38% |
864.00 |
7M |
0.01 |
50 OTM |
永豐BI |
晶技 |
2007/7/13 |
0.657 |
56.35% |
127.80 |
7M |
0.10 |
50 OTM |
永豐BJ |
明泰 |
2007/7/13 |
0.697 |
55.02% |
71.32 |
7M |
0.20 |
50 OTM |
元富K2 |
全懋 |
2007/7/13 |
0.596 |
65.58% |
68.85 |
7M |
0.10 |
50 OTM |
元富K3 |
可成 |
2007/7/13 |
0.586 |
65.35% |
523.50 |
9M |
0.01 |
50 OTM |
元富K4 |
光磊 |
2007/7/13 |
0.447 |
62.80% |
42.15 |
9M |
0.10 |
50 OTM |
元富K5 |
台壽保 |
2007/7/13 |
0.606 |
50.17% |
102.15 |
7M |
0.10 |
50 OTM |
大華L8 |
義隆電 |
2007/7/13 |
0.955 |
75.40% |
99.45 |
6M |
0.10 |
50 OTM |
大華L9 |
華亞科 |
2007/7/13 |
1.144 |
56.28% |
65.025 |
6M |
0.20 |
50 OTM |
中信CY |
億光 |
2007/7/13 |
1.492 |
54.89% |
193.50 |
6M |
0.10 |
50 OTM |
中信CZ |
新纖 |
2007/7/13 |
1.144 |
64.79% |
22.80 |
6M |
0.50 |
50 OTM |
中信PF |
力晶 |
2007/7/13 |
0.994 |
38.13% |
32.02 |
6M |
0.50 |
50 OTM |
信證A3 |
智邦 |
2007/7/13 |
1.524 |
76.50% |
32.70 |
6M |
0.50 |
50 OTM |
信證A4 |
台中銀 |
2007/7/13 |
1.932 |
70.16% |
23.25 |
6M |
1.00 |
50 OTM |
統一G2 |
台塑化 |
2007/7/13 |
0.341 |
55.40% |
132.75 |
8M |
0.10 |
50 OTM |
統一T4 |
茂訊 |
2007/7/13 |
3.430 |
75.00% |
288.00 |
6M |
0.10 |
50 OTM |
統一T5 |
禾昌 |
2007/7/13 |
3.280 |
60.00% |
71.40 |
6M |
0.50 |
50 OTM |
群益BF |
矽創 |
2007/7/13 |
1.473 |
54.63% |
211.50 |
6M |
0.10 |
50 OTM |
兆豐64 |
神腦 |
2007/7/13 |
0.663 |
60.00% |
83.25 |
6M |
0.10 |
50 OTM |
兆豐65 |
致茂 |
2007/7/13 |
0.883 |
60.00% |
109.65 |
6M |
0.10 |
50 OTM |
兆豐66 |
矽品 |
2007/7/13 |
0.863 |
60.00% |
107.85 |
6M |
0.10 |
50 OTM |
兆豐S7 |
詮鼎 |
2007/7/13 |
1.301 |
55.00% |
36.82 |
6M |
0.50 |
50 OTM |
元京HE |
佳能 |
2007/7/13 |
1.196 |
63.92% |
85.50 |
6M |
0.20 |
50 OTM |
元京HF |
技嘉 |
2007/7/13 |
0.847 |
51.80% |
38.40 |
6M |
0.50 |
50 OTM |
元京HI |
京元電 |
2007/7/13 |
0.857 |
49.66% |
43.42 |
6M |
0.50 |
50 OTM |
元京HJ |
松翰 |
2007/7/13 |
1.386 |
66.04% |
189.00 |
6M |
0.10 |
50 OTM |
亞東81 |
中鋼 |
2007/7/13 |
2.118 |
47.31% |
61.50 |
9M |
1.00 |
50 OTM |
亞東82 |
南電 |
2007/7/13 |
2.049 |
56.26% |
330.00 |
6M |
0.20 |
50 OTM |
日盛R6 |
及成 |
2007/7/13 |
1.602 |
77.93% |
153.75 |
6M |
0.10 |
50 OTM |
日盛R7 |
台表科 |
2007/7/13 |
1.991 |
64.98% |
124.50 |
6M |
0.20 |
50 OTM |
復華Q7 |
力晶 |
2007/7/13 |
1.089 |
33.00% |
32.02 |
6M |
1.00 |
50 OTM |
寶來R9 |
台虹 |
2007/7/13 |
0.896 |
74.52% |
94.35 |
6M |
0.10 |
50 OTM |
寶來S1 |
福華 |
2007/7/13 |
0.995 |
91.08% |
73.50 |
6M |
0.10 |
50 OTM |
寶來S2 |
新日興 |
2007/7/13 |
0.438 |
52.41% |
444.75 |
8M |
0.01 |
50 OTM |
寶來S3 |
新普 |
2007/7/13 |
2.678 |
75.36% |
330.75 |
6M |
0.10 |
50 OTM |
台証V1 |
泰偉 |
2007/7/13 |
4.356 |
75.93% |
445.50 |
6M |
0.10 |
50 OTM |
台証V2 |
普誠 |
2007/7/13 |
1.969 |
78.00% |
96.90 |
6M |
0.20 |
50 OTM |
新壽50 |
神達 |
2007/7/16 |
0.820 |
47.00% |
66.22 |
6M |
0.20 |
50 OTM |
元大QL |
信錦 |
2007/7/16 |
2.890 |
74.63% |
324.00 |
6M |
0.10 |
50 OTM |
元大QM |
光洋科 |
2007/7/16 |
4.805 |
80.47% |
439.50 |
6M |
0.10 |
50 OTM |
元大QN |
南仁湖 |
2007/7/16 |
1.425 |
60.70% |
39.22 |
6M |
0.50 |
50 OTM |
元大QP |
欣技 |
2007/7/16 |
0.927 |
59.68% |
148.95 |
6M |
0.10 |
50 OTM |
信證S7 |
中美晶 |
2007/7/16 |
0.498 |
89.49% |
363.75 |
6M |
0.01 |
50 OTM |
統一T6 |
光洋科 |
2007/7/16 |
0.660 |
80.00% |
439.50 |
6M |
0.01 |
50 OTM |
統一T7 |
中美晶 |
2007/7/16 |
0.327 |
58.70% |
363.75 |
7M |
0.01 |
50 OTM |
統一T8 |
元太 |
2007/7/16 |
3.800 |
62.20% |
78.00 |
6M |
0.50 |
50 OTM |
中信PG |
類比科 |
2007/7/16 |
4.675 |
69.37% |
473.25 |
6M |
0.10 |
50 OTM |
中信PH |
類比科 |
2007/7/16 |
4.675 |
75.46% |
157.75 |
6M |
0.10 |
50.0 ITM |
中信PJ |
漢磊 |
2007/7/16 |
1.542 |
66.32% |
72.15 |
6M |
0.20 |
50 OTM |
大華U9 |
光洋科 |
2007/7/16 |
6.267 |
95.05% |
439.50 |
6M |
0.10 |
50 OTM |
大華V1 |
力晶 |
2007/7/16 |
0.358 |
58.20% |
31.87 |
7M |
0.10 |
50 OTM |
大華V2 |
富鼎 |
2007/7/16 |
0.915 |
65.43% |
119.70 |
6M |
0.10 |
50 OTM |
大華V3 |
茂德 |
2007/7/16 |
0.447 |
58.80% |
21.37 |
6M |
0.20 |
50 OTM |
台証V4 |
元太 |
2007/7/16 |
1.770 |
82.02% |
78.00 |
6M |
0.20 |
50 OTM |
統一G3 |
華航 |
2007/7/17 |
0.580 |
30.00% |
24.075 |
8M |
0.50 |
50 OTM |
統一T9 |
益通 |
2007/7/17 |
0.497 |
40.00% |
792.00 |
7M |
0.01 |
50 OTM |
統一U1 |
茂迪 |
2007/7/17 |
0.409 |
50.00% |
635.25 |
7M |
0.01 |
50 OTM |
中信DA |
大成 |
2007/7/17 |
1.044 |
60.99% |
56.55 |
6M |
0.20 |
50 OTM |
中信DB |
中環 |
2007/7/17 |
0.895 |
49.56% |
23.77 |
6M |
0.50 |
50 OTM |
中信DC |
兆赫 |
2007/7/17 |
1.392 |
65.56% |
157.50 |
6M |
0.10 |
50 OTM |
中信DD |
廣宇 |
2007/7/17 |
1.492 |
64.03% |
189.75 |
6M |
0.10 |
50 OTM |
中信DE |
智邦 |
2007/7/17 |
1.293 |
60.22% |
31.27 |
6M |
0.50 |
50 OTM |
中信DF |
光磊 |
2007/7/17 |
0.527 |
60.22% |
41.55 |
6M |
0.20 |
50 OTM |
群益U4 |
原相 |
2007/7/17 |
0.637 |
72.81% |
678.00 |
6M |
0.01 |
50 OTM |
群益U5 |
聯茂 |
2007/7/17 |
1.135 |
64.46% |
72.37 |
6M |
0.20 |
50 OTM |
群益U6 |
浩騰 |
2007/7/17 |
0.747 |
64.67% |
94.80 |
6M |
0.10 |
50 OTM |
工銀U4 |
加百裕 |
2007/7/17 |
1.741 |
82.40% |
145.50 |
8M |
0.10 |
50 OTM |
工銀U5 |
日盛金 |
2007/7/17 |
1.662 |
74.20% |
12.91 |
8M |
1.00 |
49.9 OTM |
統一G4 |
佳必琪 |
2007/7/18 |
2.450 |
90.00% |
218.25 |
6M |
0.10 |
50 OTM |
統一G5 |
智邦 |
2007/7/18 |
1.450 |
63.00% |
31.65 |
6M |
0.50 |
50 OTM |
統一G6 |
燿華 |
2007/7/18 |
1.020 |
70% |
50.55 |
6M |
0.20 |
50 OTM |
將市場上的權證以發行波動率減去隱含波動率作排序,然後扣除深度價內外、接近到期日、隱含波動率不合理及流動性過低者,可以在隱含波動率相對偏低時介入。部分標的股表現強勢的權證似乎價格反映的較為緩慢,造成隱含波動率偏低,若在合理的範圍內,若現股持續上漲,相關權證是不錯的投資標的。
近期大盤多頭表現相當強勢,且以期貨籌碼面來看不排除指數仍有續漲的機會。但是以結構來看過去類股族群齊漲的出現機率應該不高,故在權證操作上需慎選強勢族群來操作。建議投資人可選擇IC設計族群以及傳產等低價類股來作為介入標的的權證來做操作。
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